Kinda new to gog, not familiar if this ever goes on sale.

Also, if I buy it, and want to play MP, do you need a 3rd party application? How do you play multiplayer now that WON.net has been down?

Sadly you just missed a big sale. Swat 2 and and Swat 3 was on sale for it's lowest price that I have seen at $3.33 (usually when it does go on sale it is about $5).

The only way to play multiplayer now is to play LAN over the Internet games with Hamachi or Tunngle. I recommend Tunggle because they have a Swat 3 chat lobby. You won't find many random people there though.